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A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuous-time…

Probability · Mathematics 2007-05-23 K. B. Athreya , A. P. Ghosh , S. Sethuraman

This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…

Probability · Mathematics 2024-10-04 Michael Levine , Xiaoguang Wang , Jian Frank Zou

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

Probability · Mathematics 2013-10-28 Valentin Féray

The rate equations are used to study the scale-free behavior of the weight distribution in evolving networks whose topology is determined only by degrees of preexisting vertices. An analysis of these equations shows that the degree…

Disordered Systems and Neural Networks · Physics 2007-05-23 W. Jezewski

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

We consider languages generated by weighted context-free grammars. It is shown that the behaviour of large texts is controlled by saddle-point equations for an appropriate generating function. We then consider ensembles of grammars, in…

Disordered Systems and Neural Networks · Physics 2022-10-03 Eric De Giuli

We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…

Probability · Mathematics 2020-11-25 Alessandro De Gregorio , Francesco Iafrate

We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…

Complex Variables · Mathematics 2007-05-23 Mikhail Sodin , Boris Tsirelson

We study a general model of random dynamical simplicial complexes and derive a formula for the asymptotic degree distribution. This asymptotic formula encompasses results for a number of existing models, including random Apollonian networks…

Probability · Mathematics 2022-03-22 Nikolaos Fountoulakis , Tejas Iyer , Cécile Mailler , Henning Sulzbach

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…

Statistics Theory · Mathematics 2013-12-18 Liudas Giraitis , Hira L. Koul

A natural representation of random graphs is the random measure. The collection of product random measures, their transformations, and non-negative test functions forms a general representation of the collection of non-negative weighted…

Probability · Mathematics 2022-04-21 Caleb Bastian , Herschel Rabitz

A thorough discussion of the statistical ensemble of scale-free connected random tree graphs is presented. Methods borrowed from field theory are used to define the ensemble and to study analytically its properties. The ensemble is…

Statistical Mechanics · Physics 2009-11-07 Z. Burda , J. D. Correia , A. Krzywicki

Scale-free networks contain many small cliques and cycles. We model such networks as inhomogeneous random graphs with regularly varying infinite-variance weights. For these models, the number of cliques and cycles have exact integral…

Probability · Mathematics 2019-03-27 A. J. E. M. Janssen , Johan S. H. van Leeuwaarden , Seva Shneer

There has been much recent interest in random graphs sampled uniformly from the n-vertex graphs in a suitable minor-closed class, such as the class of all planar graphs. Here we use combinatorial and probabilistic methods to investigate a…

Combinatorics · Mathematics 2012-10-10 Colin McDiarmid

We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…

Probability · Mathematics 2016-05-02 A. D. Barbour , A. Collevecchio

We investigate the asymptotic behavior, in the long time limit, of the random homology associated to realizations of stochastic diffusion processes on a compact Riemannian manifold. In particular a rigidity result is established: if the…

Probability · Mathematics 2024-06-26 Artem Galkin , Mauro Mariani

We study asymptotic behavior of one-step weighted $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent weighted…

Statistics Theory · Mathematics 2015-07-07 Yu. Yu. Linke

This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while the second pertains to fitting a parametric regression model…

Statistics Theory · Mathematics 2007-06-13 Estate V. Khmaladze , Hira L. Koul

We propose a model for the growth of weighted networks that couples the establishment of new edges and vertices and the weights' dynamical evolution. The model is based on a simple weight-driven dynamics and generates networks exhibiting…

Disordered Systems and Neural Networks · Physics 2009-11-10 Alain Barrat , Marc Barthelemy , Alessandro Vespignani

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

Trading and Market Microstructure · Quantitative Finance 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez